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zbMath1499.49060MaRDI QIDQ3380081

G. K. Vassilina, A. N. Stanzhitskii, Viktoriya V. Mogyl'Ova

Publication date: 27 September 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control feedback Wiener process Riccati equation stochastic system Bellman function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal feedback synthesis (49N35) Linear-quadratic optimal control problems (49N10) Linear optimal control problems (49N05) Existence of optimal solutions to problems involving randomness (49J55)

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